How do Experts Forecast Sovereign Spreads? /

This paper assesses how forecasting experts form their expectations about future government bond spreads. Using monthly survey forecasts for France, Italy and the United Kingdom between January 1993 and October 2014, we test whether respondents consider the expected evolution of the fiscal balance-a...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Cimadomo, Jacopo
مؤلفون آخرون: Claeys, Peter, Poplawski Ribeiro, Marcos
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2016.
سلاسل:IMF Working Papers; Working Paper ; No. 2016/100
الوصول للمادة أونلاين:Full text available on IMF